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<p>In this paper we study some properties of quantile in the sub-linear expectation space. We give the definitions of the lower and the upper quantile and present their representations in this space. In addition, a strong consistency of the sample quantile in sublinear expectation space was proved.</p>

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Quantiles under the sub-linear expectations

  • 期刊论文

  • 发表日期：

    2025年4月26日

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  • Anna Kuczmaszewska

摘要

In this paper we study some properties of quantile in the sub-linear expectation space. We give the definitions of the lower and the upper quantile and present their representations in this space. In addition, a strong consistency of the sample quantile in sublinear expectation space was proved.